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Documentation for internals in Chains object #339

@treigerm

Description

@treigerm

When sampling from a model with NUTS then the Chains object that is returned contains a lot of internal fields which seem to be undocumented. Are those fields documented somewhere?

MWE:

Model and sampling:

using Turing

y = Float64[28, 8, -3, 7, -1, 1, 18, 12]
sigma = Float64[15, 10, 16, 11, 9, 11, 10, 18]

@model function eight_schools(y, sigma)
    mu ~ Normal(0, 5)
    tau ~ truncated(Cauchy(0, 5), 0, Inf)
    theta ~ filldist(Normal(mu, tau), length(y))
    y ~ MvNormal(theta, sigma)
end

chain = sample(eight_schools(y, sigma), NUTS(500, 0.65), 1200)

Then chain contains the following fields and I am interested in the internals:

Iterations        = 1:700
Thinning interval = 1
Chains            = 1
Samples per chain = 700
internals         = acceptance_rate, hamiltonian_energy, hamiltonian_energy_error, is_accept, log_density, lp, max_hamiltonian_energy_error, n_steps, nom_step_size, numerical_error, step_size, tree_depth
parameters        = mu, tau, theta[1], theta[2], theta[3], theta[4], theta[5], theta[6], theta[7], theta[8]

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